Introducing model uncertainty by moving blocks bootstrap
| Year of publication: |
2006
|
|---|---|
| Authors: | Alonso, Andrés ; Peña, Daniel ; Romo, Juan |
| Published in: |
Statistical Papers. - Springer. - Vol. 47.2006, 2, p. 167-179
|
| Publisher: |
Springer |
| Subject: | sieve bootstrap | klockwise bootstrap | prediction | time series | model uncertainty |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008486816